This message is used to request the cancellation of the remaining quantity of an existing order. The Order Cancel/Replace Request <35=G> should be used to reduce an order's quantity.
The request will only be accepted if the order can be successfully pulled from the exchange without executing.
Each request is assigned a ClOrdID (11) and is treated as a separate entity. The ClOrdID (11) assigned to the request must be unique amongst the ClOrdID (11) assigned to regular orders and replacement orders.
If rejected, the ClOrdID (11) of the request will be sent in the Order Cancel Reject <35=9> message, as well as the ClOrdID (11) of the actual order in the OrigClOrdID (41) field.
An immediate response to this message is required. It is recommended that an Execution Report <35=8> with ExecType (150) = "Pending Cancel" be sent unless the request can be immediately accepted or rejected.
| Tag | Name | Type | Required | Description |
|---|---|---|---|---|
| Component | ||||
| 41 | String | ClOrdID of the previous non-rejected order (NOT the initial order of the day) when canceling or replacing an order | ||
| 37 | String | Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN) | ||
| 11 | String | Unique ID of cancel request as assigned by the institution | ||
| 526 | String | |||
| 583 | String | |||
| 66 | String | Required for List Orders | ||
| 586 | UTCTimestamp | |||
| 1 | String | |||
| 660 | Int Enum | |||
| 581 | Int Enum | |||
| Component | The set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" | |||
| Component | The set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" | |||
| Component | The set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" Must match original order | |||
| Component | Number of underlyings | |||
| 54 | Char Enum | |||
| 60 | UTCTimestamp | Time this order request was initiated/released by the trader or trading system | ||
| Component | The set of "OrderQtyData" fields defined in "Common Components of Application Messages" Note: OrderQty = CumQty + LeavesQty (see exceptions above) | |||
| 376 | String | |||
| 58 | String | |||
| 354 | Length | Must be set if EncodedText field is specified and must immediately precede it | ||
| 355 | Data | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field | ||
| Component |